Jin, Sixian

1. Strong approximation of stochastic differential equations driven by a time-changed Brownian motion with time-space-dependent coefficients
   2019/03/20 by Sixian Jin, Kei Kobayashi, Jin, Sixian +1 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Markov Chains and Monte Carlo Methods #Stochastic processes and statistical mechanics
2. Long-Time Behaviors of Stochastic Linear-Quadratic Optimal Control Problems
   2024/09/18 by Jian, Jiamin, Jin, Sixian, Song, Qingshuo +1 · 2 citations
   #49N10 #93E15 #FOS: Mathematics #Optimization and Control (math.OC)